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Optimizers like Adam and AdaGrad have been very successful in training large-scale neural networks. Yet, the performance of these methods is heavily dependent on a carefully tuned learning rate schedule. We show that in many large-scale…

Machine Learning · Computer Science 2022-02-02 Ehsan Amid , Rohan Anil , Christopher Fifty , Manfred K. Warmuth

Adaptive gradient methods for stochastic optimization adjust the learning rate for each parameter locally. However, there is also a global learning rate which must be tuned in order to get the best performance. In this paper, we present a…

Machine Learning · Computer Science 2018-06-12 Hiroaki Hayashi , Jayanth Koushik , Graham Neubig

Existing analyses of optimization in deep learning are either continuous, focusing on (variants of) gradient flow, or discrete, directly treating (variants of) gradient descent. Gradient flow is amenable to theoretical analysis, but is…

Machine Learning · Computer Science 2021-12-30 Omer Elkabetz , Nadav Cohen

Tuning hyperparameters of learning algorithms is hard because gradients are usually unavailable. We compute exact gradients of cross-validation performance with respect to all hyperparameters by chaining derivatives backwards through the…

Machine Learning · Statistics 2015-04-03 Dougal Maclaurin , David Duvenaud , Ryan P. Adams

Recent analyses of certain gradient descent optimization methods have shown that performance can degrade in some settings - such as with stochasticity or implicit momentum. In deep reinforcement learning (Deep RL), such optimization methods…

Machine Learning · Computer Science 2018-10-08 Peter Henderson , Joshua Romoff , Joelle Pineau

Adaptive gradient methods, e.g. \textsc{Adam}, have achieved tremendous success in machine learning. Scaling the learning rate element-wisely by a certain form of second moment estimate of gradients, such methods are able to attain rapid…

Machine Learning · Computer Science 2022-02-10 Yizhou Wang , Yue Kang , Can Qin , Huan Wang , Yi Xu , Yulun Zhang , Yun Fu

In practical applications of iterative first-order optimization, the learning rate schedule remains notoriously difficult to understand and expensive to tune. We demonstrate the presence of these subtleties even in the innocuous case when…

Machine Learning · Computer Science 2021-06-15 Naman Agarwal , Surbhi Goel , Cyril Zhang

The remarkable practical success of deep learning has revealed some major surprises from a theoretical perspective. In particular, simple gradient methods easily find near-optimal solutions to non-convex optimization problems, and despite…

Statistics Theory · Mathematics 2021-03-17 Peter L. Bartlett , Andrea Montanari , Alexander Rakhlin

Stochastic Gradient Descent (SGD) and its variants are the most used algorithms in machine learning applications. In particular, SGD with adaptive learning rates and momentum is the industry standard to train deep networks. Despite the…

Machine Learning · Statistics 2020-07-29 Xiaoyu Li , Francesco Orabona

The rapid progress in machine learning in recent years has been based on a highly productive connection to gradient-based optimization. Further progress hinges in part on a shift in focus from pattern recognition to decision-making and…

Machine Learning · Computer Science 2024-02-27 Neha S. Wadia , Yatin Dandi , Michael I. Jordan

Stochastic Gradient Descent (SGD) methods are prominent for training machine learning and deep learning models. The performance of these techniques depends on their hyperparameter tuning over time and varies for different models and…

Machine Learning · Statistics 2019-08-22 Tomer Lancewicki , Selcuk Kopru

Interpreting gradient methods as fixed-point iterations, we provide a detailed analysis of those methods for minimizing convex objective functions. Due to their conceptual and algorithmic simplicity, gradient methods are widely used in…

Machine Learning · Statistics 2017-08-16 Alexander Jung

Recently many first and second order variants of SGD have been proposed to facilitate training of Deep Neural Networks (DNNs). A common limitation of these works stem from the fact that they use the same learning rate across all instances…

Machine Learning · Computer Science 2021-05-31 Shreyas Saxena , Nidhi Vyas , Dennis DeCoste

We introduce a general method for improving the convergence rate of gradient-based optimizers that is easy to implement and works well in practice. We demonstrate the effectiveness of the method in a range of optimization problems by…

Machine Learning · Computer Science 2018-08-23 Atilim Gunes Baydin , Robert Cornish , David Martinez Rubio , Mark Schmidt , Frank Wood

We present a theoretical analysis of some popular adaptive Stochastic Gradient Descent (SGD) methods in the small learning rate regime. Using the stochastic modified equations framework introduced by Li et al., we derive effective…

Machine Learning · Statistics 2025-09-29 Luca Callisti , Marco Romito , Francesco Triggiano

Deep Neural Networks (DNNs) rely on inherent fluctuations in their internal parameters (weights and biases) to effectively navigate the complex optimization landscape and achieve robust performance. While these fluctuations are recognized…

Machine Learning · Computer Science 2025-11-14 Darsh Pareek , Umesh Kumar , Ruthu Rao , Ravi Janjam

Over-parameterization and adaptive methods have played a crucial role in the success of deep learning in the last decade. The widespread use of over-parameterization has forced us to rethink generalization by bringing forth new phenomena,…

Machine Learning · Statistics 2020-12-01 Vatsal Shah , Soumya Basu , Anastasios Kyrillidis , Sujay Sanghavi

In this study, we investigate learning rate adaption at different levels based on the hyper-gradient descent framework and propose a method that adaptively learns the optimizer parameters by combining multiple levels of learning rates with…

Machine Learning · Computer Science 2021-05-12 Renlong Jie , Junbin Gao , Andrey Vasnev , Minh-Ngoc Tran

This work provides a comprehensive derivation of the parameter gradients for GATv2 [4], a widely used implementation of Graph Attention Networks (GATs). GATs have proven to be powerful frameworks for processing graph-structured data and,…

Machine Learning · Computer Science 2023-04-24 Marion Neumeier , Andreas Tollkühn , Sebastian Dorn , Michael Botsch , Wolfgang Utschick

A major challenge in training large-scale machine learning models is configuring the training process to maximize model performance, i.e., finding the best training setup from a vast design space. In this work, we unlock a gradient-based…

Machine Learning · Statistics 2025-03-19 Logan Engstrom , Andrew Ilyas , Benjamin Chen , Axel Feldmann , William Moses , Aleksander Madry